+59.7%
WM vs TXG
-66.4%
+126.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | +1.2% | -15.4% | +16.7% | +1.3% |
| 30D | +13.1% | -22.1% | +35.2% | +13.2% |
| 3M | +3.6% | +30.0% | -26.4% | +2.8% |
| 6M | +8.1% | +160.7% | -152.6% | +5.4% |
| YTD | +8.9% | +263.5% | -254.6% | +5.2% |
| 1Y | +20.3% | +356.0% | -335.7% | +15.4% |
| 3Y | +46.2% | +53.4% | -7.2% | +43.5% |
| All | +59.7% | -66.4% | +126.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling